+8.9%
CRCL vs OKLO
-25.0%
+33.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.5% | +4.0% |
| 7D | -11.2% | -12.2% | +1.0% | -6.9% |
| 30D | +27.1% | -19.7% | +46.8% | +38.0% |
| 3M | +9.6% | -37.4% | +47.0% | +30.0% |
| 6M | -19.7% | -42.3% | +22.6% | -4.6% |
| YTD | +14.2% | -49.5% | +63.8% | +41.2% |
| 1Y | -32.2% | -54.7% | +22.5% | -17.1% |
| All | +8.9% | -25.0% | +33.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OKLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling